In this study we analyze the dimensions of self-concept, emotional intelligence and anxiety, as well as to analyse their relationship to sociodemographic and academic variables in a sample of 402 adolescents between 12 and 19 years of age. The instruments applied were the Trait Meta-Mood Scale (TMMS-24), the Self-concept Form “5” (AF5) and the State Trait Anxiety Inventory (STAI and STAIC). The outcomes show that negative correlations between all the dimensions of self-concept and anxiety. The emotional intelligence is related to the physical and social self-concept. Gender has no influence on the global self-concept, but on anxiety it does. The gender, age, course and repetitions predict the emotional self-concept and the emotional understanding. Repeating a year at school predicts the academic self-concept and gender predicts the physical self-concept, anxiety and emotional understanding. The type of educational programme does not predict any of the constructs analysed. It would be desirable to implement intervention programmes aimed at improving self-concept through training in emotional and social competences, as well as in controlling stress and anxiety.